+63.8%
EW vs TT
+94.5%
-30.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.5% |
| 7D | +6.5% | +3.5% | +3.0% | +5.6% |
| 30D | +22.5% | -11.0% | +33.5% | +25.4% |
| 3M | +13.0% | -12.0% | +25.0% | +15.9% |
| 6M | +37.1% | -10.4% | +47.5% | +39.5% |
| YTD | +24.1% | +9.9% | +14.2% | +18.3% |
| 1Y | +24.2% | +1.5% | +22.8% | +21.4% |
| All | +63.8% | +94.5% | -30.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling